| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D-WW | MCC | 65.000 | 7.84 | IW | - | II | - | - | 42.00% | - | Hducbrcp | EYKL | - | 170 | JKTJ+170 | - | 488.00000 |
| C-DD | NYW | 8.000 | 72.16 | K3 | - | WF | - | - | 5.41% | - | - | - | - | - | - | - | Retained |
| S-2-HH | BUN | 29.000 | 7.61 | JK | - | P | - | - | 13.00% | - | Eyjnf | Iohrj | - | 200 | 5.75% | 5.750% | 326.00000 |
| T | CIV | 8.700 | 4.90 | Oyy | - | XZ | - | - | - | - | Bsbvtubl | PSKK | - | 95 | UXQD+95 | - | 164.00000 |
| Z-ZZ | RFX | 30.930 | 65.34 | AT | - | UU- | - | - | 3.00% | - | Njmfkwkc | UOBM | - | 625 | GZEP+625 | - | 641.00000 |
| U-1-G-L | KQD | 5.970 | 1.93 | VY | - | III- | - | - | 29.00% | - | Ugvlz | Vuicv | - | 315 | 6.91% | 6.910% | 747.00000 |
| D-1-II | KQF | 43.300 | 2.91 | MD | - | Q | - | - | 78.00% | - | Ielxaspy | QEIW | - | 200 | CMZE+200 | - | 396.00000 |
| D-1-G-X | GRC | 20.000 | 1.64 | EL | - | QQQ- | - | - | 94.00% | - | Zsxqoioc | UXIY | - | 315 | JWXL+315 | - | 513.00000 |
| Q-2-OO | KAZ | 7.400 | 79.40 | JB | - | CCC- | - | - | 90.00% | - | Lkbewale | IXUZ | - | 410 | QOFD+410 | - | 932.00000 |
| Y-RR | ZXG | 698.000 | 6.11 | Waa | - | LI | - | - | 12.00% | - | Yuuwarpb | VBCK | - | 123 | BCIE+123 | - | 128.00000 |
| Byc | VOZ | 72.350 | - | WM | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
T: Redemption: 2027-04-15; Registration: 144V/Vlh W;
Y-RR: Redemption: 2027-04-15; Registration: 144E/Dtj O;
D-WW: Redemption: 2027-04-15; Registration: 144C/Bii N;
D-1-II: Redemption: 2027-04-15; Registration: 144D/Qib D;
S-2-HH: Redemption: 2027-04-15; Registration: 144D/Jbu V;
D-1-G-X: Redemption: 2027-04-15; Registration: 144H/Gbn V;
U-1-G-L: Redemption: 2027-04-15; Registration: 144W/Cuf I;
Q-2-OO: Redemption: 2027-04-15; Registration: 144W/Bbi O;
Z-ZZ: Redemption: 2027-04-15; Registration: 144A/Iit R;
C-DD: Redemption: 2027-04-15; Registration: 144E/Kly O;
Byc: Redemption: 2027-04-15; Registration: 144I/Wtb F;
Deal Comments
Tcvcb. Jkz Agtt Dcvaknp 2.00
Reinvestment Period (YRS)
3
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | XWI | 67.000 | 8.90 | - | V | - | - | - | 35.10% | - | Eesrqquj | VELL | 185j | 185 | XVPZ+185 | - | - |
| D | OOP | 709.000 | 2.70 | - | CCC | - | - | - | 36.30% | - | Wwpshooa | PTWU | 104u | 103 | JZLV+103 | - | - |
| R | PVM | 64.000 | 1.10 | - | RR | - | - | - | 53.00% | - | Svsmuafd | ITPV | 155d | 155 | EPVL+155 | - | - |
| L | TIK | 61.000 | 7.40 | - | XXX- | - | - | - | 65.90% | - | Wdmysisr | KZXM | 290s | 310 | ZKWX+310 | - | - |
| K | BQR | 96.000 | 2.70 | - | GG- | - | - | - | 5.10% | - | Sbuxroad | YDXR | 650h | 685 | JPFF+685 | - | - |
Tranche Comments
D: Redemption: 2026-02-04; Registration: 144V/Cxq V;
R: Redemption: 2026-02-04; Registration: 144D/Kmx A;
M1: Redemption: 2026-02-04; Registration: 144M/Nvq D;
L: Redemption: 2026-02-04; Registration: 144N/Ghs R;
K: Redemption: 2026-02-04; Registration: 144M/Kzt L;
Deal Comments
Zhsfkzknfkt. Kqk-Qzzz Vhffqoi 1.00
Risk Retention
MY - Lcpk YM - Lcp
Reinvestment Period (YRS)
8.7
Reinvestment Period End Date
Jul 22, 1997
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-Q | UER | 441.000 | 4.50 | Iss | - | KKK | - | - | 91.00% | - | Jbhklufu | NXEO | - | 134 | KNNB+134 | - | - |
| B-R | UAZ | 93.800 | 3.30 | - | - | DD- | - | - | 4.00% | - | Grcvefvt | JSNM | - | 650 | AKKW+634 | - | - |
| E-W | EMV | 59.000 | 1.00 | - | - | X | - | - | 19.00% | - | Ztoumtpc | ZDXA | - | 200 | SLQF+200 | - | - |
| C-2O | FHC | 5.800 | 6.30 | - | - | JJJ- | - | - | 42.30% | - | Hmxkrubs | BSGK | - | 395 | 8.02% | - | - |
| W-K | GIR | 54.000 | 4.80 | - | - | JJ | - | - | 34.00% | - | Mwkrzezi | ZTVA | - | 175 | LGLQ+175 | - | - |
| O-1X | ZVX | 20.000 | 4.20 | - | - | QQQ | - | - | 50.00% | - | Lehdzlne | BGFS | - | 310 | MONH+310 | - | - |
| X-Z | XKT | 9.000 | 25.00 | V3 | - | - | - | - | 8.85% | - | Friwsvli | QZQB | - | - | GXIH+773 | - | - |
Tranche Comments
A-Q: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144I/Uoh L;
W-K: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144J/Yju K;
E-W: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144T/Itl O;
O-1X: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144L/Zvw F;
C-2O: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144O/Vys C;
B-R: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144O/Yzu B;
X-Z: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144X/Qab H;
Deal Comments
Oexel. Tqu Okyy Jelwqdv 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 23, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Dbuuvz | NKD | 60.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| B-1 | GPO | 81.000 | 3.10 | - | BBB | - | - | - | 39.00% | - | Bwdexxng | XXHA | 320-330 | 330 | SVLE+330 | - | - |
| H-2 | JSK | 5.300 | 3.40 | - | FFF- | - | - | - | 13.00% | - | Wnfvo | - | 410-420 | 410 | 7.92% | - | - |
| Z-1 | TBP | 444.000 | 1.40 | - | GGG | - | - | - | 36.00% | - | Jmlufqpi | KKJC | - | 141 | UJVA+141 | - | - |
| K | PJJ | 34.700 | 7.10 | - | J | - | - | - | 64.00% | - | Hbebzjfl | LZQW | 205-215 | 215 | EMMR+215 | - | - |
| A | VEY | 76.400 | 1.40 | - | LL | - | - | - | 90.00% | - | Zdwasrvs | CAGE | 175-180 | 180 | VMFO+180 | - | - |
| N-2 | BBE | 2.200 | 9.30 | - | RRR | - | - | - | 54.27% | - | Ocsdpbka | IZEU | 160 | 160 | EWZR+160 | - | - |
| P | AFH | 90.500 | 62.00 | - | SS- | - | - | - | 5.00% | - | Jvriqkfi | SZYJ | 650-675 | 685 | GVXW+669 | - | - |
Tranche Comments
Z-1: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144L/Oxx G;
N-2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144K/Cdg M;
A: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144F/Rqo Y;
K: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144D/Bmq Y;
B-1: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144P/Eoc V;
H-2: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144X/Xmv H;
P: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144U/Fju O;
Dbuuvz: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144U/Rct K;
Deal Comments
Gvf Yoww Hvocvbt 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 5, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| T-M2 | JSE | 20.500 | - | LY | B | - | - | - | 64.54% | - | Lslfvulo | PKAX | 200t | 200 | SMNE+200 | - | - |
| B-E2 | JHC | 40.000 | - | FT | NNN- | - | - | - | 74.31% | - | Ujhlyckl | XCZJ | 325o | 375 | ZCQV+375 | - | - |
| H-B2 | RTP | 211.900 | - | Cjj | QQQ | - | - | - | 32.46% | - | Dymetbas | ICXU | 130 | 130 | GHOP+130 | - | - |
| L-P2 | GTJ | 74.200 | - | KD | VV | - | - | - | 91.14% | - | Svbdhwib | ZNME | 170b | 170 | AWXN+170 | - | - |
Tranche Comments
H-B2: Redemption: 2025-10-15;
L-P2: Redemption: 2025-10-15;
T-M2: Redemption: 2025-10-15;
B-E2: Redemption: 2025-10-15;
Deal Comments
Lzmsbzw Rnnbhzhabha. Uuh Jzww Lnmbunc 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 19, 1998
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1N-K | TAO | 557.400 | - | Ugg | BBB | - | - | - | 78.30% | - | Edcbzrte | WJOR | 133m | 133 | HCOQ+133 | - | - |
| C-2-K | NWG | 2.000 | - | Rkk | SH | - | - | - | 76.70% | - | Eudldxfx | UJDY | 150x | 150 | GTDM+150 | - | - |
| X-1-K | YCA | 37.600 | - | QQ | YYY+ | - | - | - | 50.00% | - | Hbvlrkrl | YLBQ | 345k | 350 | QMDW+350 | - | - |
| I-C | WNQ | 44.610 | - | Tc3 | EE | - | - | - | 1.50% | - | Vzwmklxi | DYKH | 750p | 750 | ZHGN+750 | - | - |
| Cnn | ULT | 21.280 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U-E | BTL | 34.930 | - | OM | E | - | - | - | 48.90% | - | Ezfonjbn | KDQK | 225e | 220 | PKEG+220 | - | - |
| C-1-P | RBW | 68.000 | - | IZ | BB | - | - | - | 91.30% | - | Gsqfhljg | LAGV | 175u | 175 | VNDV+175 | - | - |
| I-2-M | ABO | 6.470 | - | GY | ZZZ- | - | - | - | 22.40% | - | Uferboae | IWQN | 475b | 475 | UIAL+475 | - | - |
| S-2 | PGD | 73.500 | - | UO | GG | - | - | - | 86.60% | - | - | - | - | - | - | - | Retained |
Tranche Comments
W-1N-K: Redemption: 2025-09-04; Registration: 144A/Xvs V;
C-2-K: Redemption: 2025-09-04; Registration: 144J/Phw Y;
C-1-P: Redemption: 2025-09-04; Registration: 144P/Ckz Z;
S-2: Redemption: 2025-09-04; Registration: 144H/Qsg I; Comments: Ay bulm;
U-E: Redemption: 2025-09-04; Registration: 144E/Inj B;
X-1-K: Redemption: 2025-09-04; Registration: 144M/Wma D;
I-2-M: Redemption: 2025-09-04; Registration: 144J/Mnp C;
I-C: Redemption: 2025-09-04; Registration: 144J/Phm E;
Cnn: Redemption: 2025-09-04; Registration: 144T/Cfj L;
Deal Comments
Qsabpst Atmpmsmlpmy. Uom Fstt Qtapokd 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 19, 2006
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F-HH | YRR | 61.000 | 2.34 | Xy3 | - | - | - | - | 1.10% | - | Mqzvcumn | CCYD | - | 750 | BALP+750 | - | 859.00000 |
| T-BB | IEY | 30.400 | 5.22 | Qzz3 | - | - | - | - | 47.34% | - | Reodbcfb | WGXM | - | 340 | ILAG+340 | - | 191.00000 |
| V-VV | CPA | 24.400 | 5.90 | Gw2 | - | - | - | - | 31.16% | - | Gyyskbeb | CQFG | - | 175 | DCCE+175 | - | 306.00000 |
| L-DD | VXR | 409.000 | 5.81 | Uvv | - | - | - | - | 36.32% | - | Kfpdlxtj | ZOOT | - | 129 | GEAU+129 | - | 294.00000 |
| B-MM | KKV | 47.000 | 7.25 | F2 | - | - | - | - | 45.40% | - | Qesxrist | NDQJ | - | 205 | JOOP+205 | - | 781.00000 |
Tranche Comments
L-DD: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144N/Yde N;
V-VV: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144Y/Ory A;
B-MM: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144V/Pdi C;
T-BB: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144J/Wsu Y;
F-HH: First Pay: 2024-10-15; Redemption: 2025-08-08; Registration: 144Z/Geu F;
Deal Comments
Ixzstjtcsti. Kzt-Ojww Lxrszjg 1.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 6, 2000
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Jyy | QWH | 71.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| P-1 | UAA | 59.350 | 7.50 | - | DDD- | - | - | - | 45.10% | - | Azvlzzlx | IBBP | - | 470 | BMDD+470 | - | - |
| V-2 | HCG | 6.241 | 26.50 | - | HHH- | - | - | - | 53.16% | - | Hnkaj | - | - | - | 10.00% | - | - |
| E | ZBX | 3.600 | 9.70 | - | JJJ | - | - | - | - | - | Dmsbvmpr | MZNI | - | 110 | IKNZ+110 | - | - |
| P | WHE | 59.000 | 8.70 | - | AA | - | - | - | 91.00% | - | Ejkzdhdt | MXPV | - | 250 | DNED+250 | - | - |
| X | FQX | 77.000 | 4.30 | - | C | - | - | - | 21.00% | - | Xywnrqcn | ICDG | - | 285 | UNLT+285 | - | - |
| I | FLO | 869.000 | 5.80 | - | JJJ | - | - | - | 48.00% | - | Jwxczlcl | YIVY | - | 170 | VVDB+170 | - | - |
| S | BRN | 87.870 | 91.40 | - | AA- | - | - | - | 4.90% | - | Ikjjkfyh | GAON | - | 783 | BXTW+783 | - | - |
Tranche Comments
E: First Pay: 2024-07-15; Registration: 144U/Zru M;
I: First Pay: 2024-07-15; Registration: 144Q/Gng X;
P: First Pay: 2024-07-15; Registration: 144G/Ktr Y;
X: First Pay: 2024-07-15; Registration: 144D/Cyx W;
P-1: First Pay: 2024-07-15; Registration: 144L/Nbu D;
V-2: First Pay: 2024-07-15; Registration: 144A/Ykq I;
S: First Pay: 2024-07-15; Registration: 144P/Iuv J;
Jyy: First Pay: 2024-07-15; Registration: 144Y/Hwn Q;
Deal Comments
Lkb ebvu ave geeekube gulu WR$450u tl WR$456.05u. Mlv Nvuu Fbuklew 2.00
Reinvestment Period (YRS)
6
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | BJY | 26.000 | 6.00 | VC | - | QQ- | - | - | 95.50% | - | Tddzlkst | ATSO | - | 835 | XDZU+835 | - | - |
| X1 | FHR | 349.000 | 2.00 | Ruu | - | YYY | - | - | 21.79% | - | Mjefvbdl | EWJH | - | 200 | LJUQ+200 | - | - |
| X1 | VJJ | 89.000 | 1.60 | QJ | - | UU | - | - | 58.00% | - | Hymczubo | VTKZ | - | 275 | LPWQ+275 | - | - |
| P2 | WNP | 62.000 | 3.90 | Jpp | - | SS | - | - | 40.00% | - | Prhlsins | KHFC | - | 210 | YKOW+210 | - | - |
| I2 | EGB | 16.000 | 8.40 | KB | - | AA | - | - | 34.00% | - | Diykn | - | - | - | 6.60% | - | - |
| U | HKU | 16.000 | 4.40 | OL | - | ZZZ- | - | - | 13.00% | - | Fhynhuan | YSYI | - | 582 | KKZI+582 | - | - |
| B | QYI | 5.000 | 9.10 | O3 | - | MQ | - | - | 81.63% | - | Sbehehaq | JTFE | - | 855 | MHFS+855 | - | - |
| Ctz | RCU | 52.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | WWD | 12.000 | 7.10 | KF | - | S+ | - | - | 27.70% | - | Dlcwyqlz | NOQC | - | 375 | XNDH+375 | - | - |
Tranche Comments
X1: Redemption: 2025-01-20; Registration: 144E/Dyf K;
P2: Redemption: 2025-01-20; Registration: 144B/Mbe K;
X1: Redemption: 2025-01-20; Registration: 144W/Epa P;
I2: Redemption: 2025-01-20; Registration: 144T/Msl Y;
K: Redemption: 2025-01-20; Registration: 144M/Dxa G;
U: Redemption: 2025-01-20; Registration: 144U/Xjx L;
G: Redemption: 2025-01-20; Registration: 144K/Djb D;
B: Redemption: 2025-01-20; Registration: 144J/Tcp S;
Ctz: Redemption: 2025-01-20; Registration: 144Q/Ahj H;
Deal Comments
Boa Eyaa Vnwaosq 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 25, 2008
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | QSM | 3.100 | 5.50 | YO | DDD- | - | - | - | 81.20% | - | Zelckvhz | NODJ | - | 618 | UHPB+618 | - | - |
| Cac | MFC | 77.490 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| R2 | ZHY | 8.000 | 4.80 | Pvv | CX | - | - | - | 64.37% | - | Tpspurji | BIZE | - | 180 | BLKN+180 | - | - |
| D1 | HUJ | 61.000 | 4.80 | DC | ZZ | - | - | - | 74.00% | - | Kxueofps | NDZF | - | 210 | DLQR+210 | - | - |
| Q1 | WOO | 638.800 | 2.40 | Bss | MMM | - | - | - | 77.69% | - | Krhowynm | XCJW | - | 159 | GHWM+159 | - | - |
| Z1 | UZF | 14.290 | 4.20 | GU | QQQ+ | - | - | - | 12.90% | - | Bvmfbqfh | NEMQ | - | 400 | TMKX+400 | - | - |
| T | JHY | 32.300 | 5.80 | Qf3 | CL | - | - | - | 9.40% | - | Tempmmll | NEPU | - | 811 | MIWJ+811 | - | - |
| X2 | PVN | 10.700 | 1.80 | CK | XX | - | - | - | 17.00% | - | Pbvbc | - | - | - | 4.64% | - | - |
| F | ANZ | 24.230 | 7.00 | SG | J | - | - | - | 63.60% | - | Fdoxlywx | JNSE | - | 300 | YPWD+300 | - | - |
Tranche Comments
Q1: Redemption: 2024-06-16; Registration: 144Y/Wwb Q;
R2: Redemption: 2024-06-16; Registration: 144U/Gcl C;
D1: Redemption: 2024-06-16; Registration: 144Z/Nhj Q;
X2: Redemption: 2024-06-16; Registration: 144B/Awz E;
F: Redemption: 2024-06-16; Registration: 144T/Dxt L;
Z1: Redemption: 2024-06-16; Registration: 144F/Mai U;
Y2: Redemption: 2024-06-16; Registration: 144K/Pqc J;
T: Redemption: 2024-06-16; Registration: 144V/Vnj J;
Cac: Redemption: 2024-06-16; Registration: 144E/Unj M;
Deal Comments
Xth Fsvv Xxvyton 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jan 5, 2019